0.05Open0.10Pre Close16 Volume459 Open Interest10.00Strike Price97.00Turnover115.23%IV27.62%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1125Delta0.1287Gamma105.00Leverage Ratio-0.0140Theta0.0002Rho11.82Eff Leverage0.0025Vega